Summary
International Symposium on Nonlinear Theory and its Applications
2005
Session Number:2-4-4
Session:
Number:2-4-4-3
Generalized Brownian Motion in Systems Forced by Shot Noise
Alexander L. Baranovski, Catherine Nicolis, Gregoire Nicolis,
pp.373-376
Publication Date:2005/10/18
Online ISSN:2188-5079
Summary:
The statistical properties of a generalized diffusion process in which the white noise forcing is replaced by a deterministic or random impulse process are analyzed. General expressions linking the power spectrum and the probability density function of the response to the corresponding properties of the forcing are obtained. It is shown that under certain conditions the probability measure converges to a Wiener process.